private void button1_Click(object sender, EventArgs e)
{
HrsTable table = new HrsTable();
table.Add(new Hrs("1", 5.5, 2.3));
table.Add(new Hrs("2", 9.1, 1.6));
table.Add(new Hrs("3", 44.9, 8.2));
table.Add(new Hrs("4", 4.9, 2.7));
table.Add(new Hrs("5", 16.3, 2.4));
table.Add(new Hrs("6", 3.4, 1.5));
table.Add(new Hrs("7", 15.6, 2.3));
table.Add(new Hrs("8", 33.3, 4.4));
table.Add(new Hrs("9", 17.3, 2.7));
table.Add(new Hrs("10", 16.1, 3.4));
table.Add(new Hrs("11", 40.1, 6.4));
table.Add(new Hrs("12", 36, 5.7));
table.Add(new Hrs("13", 42.7, 6.7));
double E = Fitting.fit(table, 0.00001);
MessageBox.Show(E.ToString());
}
private void handle(string filename)
{
RaceData race = RaceData.Load(filename);
if (race.Count < 2)
{
return;
}
long tp = race.First().Key;
if (tp - race.Skip(1).First().Key != 300000)
{
return;
}
RaceDataItem item = race.First().Value;
RaceDataItem item2 = race.Skip(1).First().Value;
if (item.Odds.E == 0 || item2.Odds.E == 0)
{
return;
}
double[] p1, p3, pq_win, pq_plc;
Fitting.calcProbility(item2.Odds, out p1, out p3, out pq_win, out pq_plc);
// 计算预计概率与当前赔率下下注比例的交叉熵
double[] q1, qq;
double r1, rq;
q1 = Fitting.calcBetRateForWin(item.Odds, out r1);
qq = Fitting.calcBetRateForQn(item.Odds, out rq);
double E = cross_entropy(p1, q1) + cross_entropy(pq_win, qq);
// 当前赔率下交叉熵过大则退出，不下单
if (E > item2.Odds.E * E_THRESHOLD_SCALE)
{
this.Invoke(new MethodInvoker(delegate
{
this.txtLog.AppendText(string.Format("{0:HH:mm:ss} > file {1} 变化过于剧烈{2}/{3}\r\n", DateTime.Now, filename, E, item2.Odds.E));
}));
return;
}
List <InvestRecordWp> wp_records = new List <InvestRecordWp>();
for (int i = 0; i < item.Odds.Count; i++)
{
Hrs h = item.Odds[i];
double sp_w_min = Math.Min(h.Win, item2.Odds[i].Win);
double sp_w_max = Math.Max(h.Win, item2.Odds[i].Win);
double sp_p_min = Math.Min(h.Plc, item2.Odds[i].Plc);
double sp_p_max = Math.Max(h.Plc, item2.Odds[i].Plc);
// For Bet
{
WaterWPList vlist = item.Waters.GetWpEatWater(h.No).GetValuableWater(MIN_R, sp_w_min, p1[i], sp_p_min, p3[i]);
double bet_amount_win = 0, bet_amount_plc = 0;
bool full_win = false, full_plc = false;
foreach (WaterWPItem w in vlist.OrderBy(x => x.Percent))
{
if (w.WinAmount > 0 && full_win)
{
continue;
}
if (w.PlcAmount > 0 && full_plc)
{
continue;
}
double bet_amount = -1;
if (w.WinAmount > 0)
{
double O = Math.Min(w.WinLimit / LIMIT_SCALE, sp_w_min) * 100 / w.Percent;
double max_bet = (T * Math.Pow(O * p1[i] - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * p1[i] * (1 - p1[i]));
if (bet_amount_win >= max_bet)
{
full_win = true;
continue;
}
else
{
bet_amount = Math.Min(max_bet - bet_amount_win, w.WinAmount);
}
}
if (w.PlcAmount > 0)
{
double O = Math.Min(w.PlcLimit / LIMIT_SCALE, sp_p_min) * 100 / w.Percent;
double max_bet = (T * Math.Pow(O * p3[i] - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * p3[i] * (1 - p3[i]));
if (bet_amount_plc >= max_bet)
{
full_plc = true;
continue;
}
else
{
if (bet_amount == -1)
{
bet_amount = Math.Min(max_bet - bet_amount_plc, w.PlcAmount);
}
else
{
bet_amount = Math.Min(bet_amount, Math.Min(max_bet - bet_amount_plc, w.PlcAmount)); // 有Win也有Plc, 那么Plc肯定和Win一样
}
}
}
if (bet_amount > 0)
{
bet_amount = Math.Round(bet_amount / WP_STEP) * WP_STEP;
if (bet_amount > 0)
{
InvestRecordWp ir = new InvestRecordWp()
{
TimeKey = tp,
Model = MODEL,
CardID = race.CardID,
RaceNo = race.RaceNo,
Direction = "BET",
HorseNo = h.No,
Percent = w.Percent,
WinLimit = w.WinLimit,
PlcLimit = w.PlcLimit,
FittingLoss = item.Odds.E
};
if (w.WinLimit > 0)
{
ir.WinAmount = bet_amount;
ir.WinOdds = sp_w_min;
ir.WinProbility = p1[i];
}
if (w.PlcLimit > 0)
{
ir.PlcAmount = bet_amount;
ir.PlcOdds = sp_p_min;
ir.PlcProbility = p3[i];
}
wp_records.Add(ir);
bet_amount_win += ir.WinAmount;
bet_amount_plc += ir.PlcAmount;
}
}
}
}
// For Eat
{
WaterWPList vlist = item.Waters.GetWpBetWater(h.No).GetValuableWater(MIN_R, sp_w_max, p1[i], sp_p_max, p3[i]);
double eat_amount_win = 0, eat_amount_plc = 0;
bool full_win = false, full_plc = false;
foreach (WaterWPItem w in vlist.OrderByDescending(x => x.Percent))
{
if (w.WinAmount > 0 && full_win)
{
continue;
}
if (w.PlcAmount > 0 && full_plc)
{
continue;
}
double eat_amount = -1;
if (w.WinAmount > 0)
{
double O = 1 + w.Percent / 100 / Math.Min(w.WinLimit / LIMIT_SCALE, sp_w_max);
double max_eat = (T * Math.Pow(O * (1 - p1[i]) - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * (1 - p1[i]) * p1[i]);
max_eat = max_eat / Math.Min(w.WinLimit / LIMIT_SCALE, sp_w_max);
if (eat_amount_win >= max_eat)
{
full_win = true;
continue;
}
else
{
eat_amount = Math.Min(max_eat - eat_amount_win, w.WinAmount);
}
}
if (w.PlcAmount > 0)
{
double O = 1 + w.Percent / 100 / Math.Min(w.PlcLimit / LIMIT_SCALE, sp_p_max);
double max_eat = (T * Math.Pow(O * (1 - p3[i]) - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * (1 - p3[i]) * p3[i]);
max_eat = max_eat / Math.Min(w.PlcLimit / LIMIT_SCALE, sp_p_max);
if (eat_amount_plc >= max_eat)
{
full_plc = true;
continue;
}
else
{
if (eat_amount == -1)
{
eat_amount = Math.Min(max_eat - eat_amount_plc, w.PlcAmount);
}
else
{
eat_amount = Math.Min(eat_amount, Math.Min(max_eat - eat_amount_plc, w.PlcAmount));
}
}
}
if (eat_amount > 0)
{
eat_amount = Math.Round(eat_amount / WP_STEP) * WP_STEP;
if (eat_amount > 0)
{
InvestRecordWp ir = new InvestRecordWp()
{
TimeKey = tp,
Model = MODEL,
CardID = race.CardID,
RaceNo = race.RaceNo,
Direction = "EAT",
HorseNo = h.No,
Percent = w.Percent,
WinLimit = w.WinLimit,
PlcLimit = w.PlcLimit,
FittingLoss = item.Odds.E
};
if (w.WinLimit > 0)
{
ir.WinAmount = eat_amount;
ir.WinOdds = sp_w_max;
ir.WinProbility = p1[i];
}
if (w.PlcLimit > 0)
{
ir.PlcAmount = eat_amount;
ir.PlcOdds = sp_p_max;
ir.PlcProbility = p3[i];
}
wp_records.Add(ir);
eat_amount_win += ir.WinAmount;
eat_amount_plc += ir.PlcAmount;
}
}
}
}
}
List <InvestRecordQn> qn_records = new List <InvestRecordQn>();
common.Math.Combination comb2 = new common.Math.Combination(item.Odds.Count, 2);
int[][] combinations = comb2.GetCombinations();
for (int i = 0; i < combinations.Length; i++)
{
int[] c = combinations[i];
string horseNo = string.Format("{0}-{1}", item.Odds[c[0]].No, item.Odds[c[1]].No);
if (pq_win != null)
{
double sp_min = Math.Min(item.Odds.SpQ[horseNo], item2.Odds.SpQ[horseNo]);
double sp_max = Math.Max(item.Odds.SpQ[horseNo], item2.Odds.SpQ[horseNo]);
// For Bet
{
WaterQnList vlist = item.Waters.GetQnEatWater(horseNo).GetValuableWater(MIN_R, sp_min, pq_win[i]);
double bet_amount = 0;
foreach (WaterQnItem w in vlist.OrderBy(x => x.Percent))
{
double O = Math.Min(w.Limit / LIMIT_SCALE, sp_min) * 100 / w.Percent;
double max_bet = (T * Math.Pow(O * pq_win[i] - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * pq_win[i] * (1 - pq_win[i]));
if (bet_amount >= max_bet)
{
break;
}
double current_amount = Math.Min(max_bet - bet_amount, w.Amount);
current_amount = Math.Round(current_amount / QN_STEP) * QN_STEP;
if (current_amount > 0)
{
InvestRecordQn ir = new InvestRecordQn()
{
TimeKey = tp,
Model = MODEL,
CardID = race.CardID,
RaceNo = race.RaceNo,
Direction = "BET",
Type = "Q",
HorseNo = horseNo,
Percent = w.Percent,
Amount = current_amount,
Limit = w.Limit,
Odds = sp_min,
Probility = pq_win[i],
FittingLoss = item.Odds.E
};
qn_records.Add(ir);
bet_amount += ir.Amount;
}
}
}
// For Eat
{
WaterQnList vlist = item.Waters.GetQnBetWater(horseNo).GetValuableWater(MIN_R, sp_max, pq_win[i]);
double eat_amount = 0;
foreach (WaterQnItem w in vlist.OrderByDescending(x => x.Percent))
{
double O = 1 + w.Percent / 100 / Math.Min(w.Limit / LIMIT_SCALE, sp_max);
double max_eat = (T * Math.Pow(O * (1 - pq_win[i]) - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * (1 - pq_win[i]) * pq_win[i]);
max_eat = max_eat / Math.Min(w.Limit / LIMIT_SCALE, sp_max);
if (eat_amount >= max_eat)
{
break;
}
double current_amount = Math.Min(max_eat - eat_amount, w.Amount);
current_amount = Math.Round(current_amount / QN_STEP) * QN_STEP;
if (current_amount > 0)
{
InvestRecordQn ir = new InvestRecordQn()
{
TimeKey = tp,
Model = MODEL,
CardID = race.CardID,
RaceNo = race.RaceNo,
Direction = "EAT",
Type = "Q",
HorseNo = horseNo,
Percent = w.Percent,
Amount = current_amount,
Limit = w.Limit,
Odds = sp_max,
Probility = pq_win[i],
FittingLoss = item.Odds.E
};
qn_records.Add(ir);
eat_amount += ir.Amount;
}
}
}
}
if (pq_plc != null)
{
double sp_min = Math.Min(item.Odds.SpQp[horseNo], item2.Odds.SpQp[horseNo]);
double sp_max = Math.Max(item.Odds.SpQp[horseNo], item2.Odds.SpQp[horseNo]);
// For Bet
{
WaterQnList vlist = item.Waters.GetQpEatWater(horseNo).GetValuableWater(MIN_R, sp_min, pq_plc[i]);
double bet_amount = 0;
foreach (WaterQnItem w in vlist.OrderBy(x => x.Percent))
{
double O = Math.Min(w.Limit / LIMIT_SCALE, sp_min) * 100 / w.Percent;
double max_bet = (T * Math.Pow(O * pq_plc[i] - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * pq_plc[i] * (1 - pq_plc[i]));
if (bet_amount >= max_bet)
{
break;
}
double current_amount = Math.Min(max_bet - bet_amount, w.Amount);
current_amount = Math.Round(current_amount / QN_STEP) * QN_STEP;
if (current_amount > 0)
{
InvestRecordQn ir = new InvestRecordQn()
{
TimeKey = tp,
Model = MODEL,
CardID = race.CardID,
RaceNo = race.RaceNo,
Direction = "BET",
Type = "QP",
HorseNo = horseNo,
Percent = w.Percent,
Amount = current_amount,
Limit = w.Limit,
Odds = sp_min,
Probility = pq_plc[i],
FittingLoss = item.Odds.E
};
qn_records.Add(ir);
bet_amount += ir.Amount;
}
}
}
// For Eat
{
WaterQnList vlist = item.Waters.GetQpBetWater(horseNo).GetValuableWater(MIN_R, sp_max, pq_win[i]);
double eat_amount = 0;
foreach (WaterQnItem w in vlist.OrderByDescending(x => x.Percent))
{
double O = 1 + w.Percent / 100 / Math.Min(w.Limit / LIMIT_SCALE, sp_max);
double max_eat = (T * Math.Pow(O * (1 - pq_plc[i]) - 1, 2)) / (LOSS_RATE_COEFFICIENT * Math.Pow(O, 2) * (1 - pq_plc[i]) * pq_plc[i]);
max_eat = max_eat / Math.Min(w.Limit / LIMIT_SCALE, sp_max);
if (eat_amount >= max_eat)
{
break;
}
double current_amount = Math.Min(max_eat - eat_amount, w.Amount);
current_amount = Math.Round(current_amount / QN_STEP) * QN_STEP;
if (current_amount > 0)
{
InvestRecordQn ir = new InvestRecordQn()
{
TimeKey = tp,
Model = MODEL,
CardID = race.CardID,
RaceNo = race.RaceNo,
Direction = "EAT",
Type = "QP",
HorseNo = horseNo,
Percent = w.Percent,
Amount = current_amount,
Limit = w.Limit,
Odds = sp_max,
Probility = pq_plc[i],
FittingLoss = item.Odds.E
};
qn_records.Add(ir);
eat_amount += ir.Amount;
}
}
}
}
}
using (MySqlConnection conn = new MySqlConnection("server=120.24.210.35;user id=hrsdata;password=abcd0000;database=hrsdata;port=3306;charset=utf8"))
{
conn.Open();
using (MySqlCommand cmd = new MySqlCommand(@"
insert into sl_invest_wp (time_key,model,cd_id,rc_no,direction,hs_no,percent,w_limit,p_limit,rc_time,fitting_loss,w_amt,w_od,w_prob,p_amt,p_od,p_prob)
values (?time_key,?model,?cd_id,?rc_no,?direction,?hs_no,?percent,?w_limit,?p_limit,?rc_time,?fitting_loss,?w_amt,?w_od,?w_prob,?p_amt,?p_od,?p_prob)
on duplicate key update rc_time=?rc_time,fitting_loss=?fitting_loss,w_amt=?w_amt,w_od=?w_od,w_prob=?w_prob,p_amt=?p_amt,p_od=?p_od,p_prob=?p_prob,lmt=CURRENT_TIMESTAMP()
", conn))
{
cmd.Parameters.Add("?time_key", MySqlDbType.Int64);
cmd.Parameters.Add("?model", MySqlDbType.Int32);
cmd.Parameters.Add("?cd_id", MySqlDbType.UInt64);
cmd.Parameters.Add("?rc_no", MySqlDbType.Int32);
cmd.Parameters.Add("?direction", MySqlDbType.VarChar, 10);
cmd.Parameters.Add("?hs_no", MySqlDbType.Int32);
cmd.Parameters.Add("?percent", MySqlDbType.Decimal);
cmd.Parameters.Add("?w_limit", MySqlDbType.Decimal);
cmd.Parameters.Add("?p_limit", MySqlDbType.Decimal);
cmd.Parameters.Add("?rc_time", MySqlDbType.DateTime);
cmd.Parameters.Add("?fitting_loss", MySqlDbType.Decimal);
cmd.Parameters.Add("?w_amt", MySqlDbType.Decimal);
cmd.Parameters.Add("?w_od", MySqlDbType.Decimal);
cmd.Parameters.Add("?w_prob", MySqlDbType.Decimal);
cmd.Parameters.Add("?p_amt", MySqlDbType.Decimal);
cmd.Parameters.Add("?p_od", MySqlDbType.Decimal);
cmd.Parameters.Add("?p_prob", MySqlDbType.Decimal);
foreach (InvestRecordWp ir in wp_records)
{
cmd.Parameters["?time_key"].Value = ir.TimeKey;
cmd.Parameters["?model"].Value = ir.Model;
cmd.Parameters["?cd_id"].Value = ir.CardID;
cmd.Parameters["?rc_no"].Value = ir.RaceNo;
cmd.Parameters["?direction"].Value = ir.Direction;
cmd.Parameters["?hs_no"].Value = int.Parse(ir.HorseNo);
cmd.Parameters["?percent"].Value = ir.Percent;
cmd.Parameters["?w_limit"].Value = ir.WinLimit;
cmd.Parameters["?p_limit"].Value = ir.PlcLimit;
cmd.Parameters["?rc_time"].Value = race.StartTime;
cmd.Parameters["?fitting_loss"].Value = ir.FittingLoss;
cmd.Parameters["?w_amt"].Value = ir.WinAmount;
cmd.Parameters["?w_od"].Value = ir.WinOdds;
cmd.Parameters["?w_prob"].Value = ir.WinProbility;
cmd.Parameters["?p_amt"].Value = ir.PlcAmount;
cmd.Parameters["?p_od"].Value = ir.PlcOdds;
cmd.Parameters["?p_prob"].Value = ir.PlcProbility;
cmd.ExecuteNonQuery();
}
}
using (MySqlCommand cmd = new MySqlCommand(@"
insert into sl_invest_qn(time_key,model,cd_id,rc_no,direction,q_type,hs_no,percent,q_limit,rc_time,fitting_loss,amt,od,prob)
values (?time_key,?model,?cd_id,?rc_no,?direction,?q_type,?hs_no,?percent,?q_limit,?rc_time,?fitting_loss,?amt,?od,?prob)
on duplicate key update rc_time=?rc_time,fitting_loss=?fitting_loss,amt=?amt,od=?od,prob=?prob,lmt=CURRENT_TIMESTAMP()
", conn))
{
cmd.Parameters.Add("?time_key", MySqlDbType.Int64);
cmd.Parameters.Add("?model", MySqlDbType.Int32);
cmd.Parameters.Add("?cd_id", MySqlDbType.UInt64);
cmd.Parameters.Add("?rc_no", MySqlDbType.Int32);
cmd.Parameters.Add("?direction", MySqlDbType.VarChar, 10);
cmd.Parameters.Add("?q_type", MySqlDbType.VarChar, 10);
cmd.Parameters.Add("?hs_no", MySqlDbType.VarChar, 20);
cmd.Parameters.Add("?percent", MySqlDbType.Decimal);
cmd.Parameters.Add("?q_limit", MySqlDbType.Decimal);
cmd.Parameters.Add("?rc_time", MySqlDbType.DateTime);
cmd.Parameters.Add("?fitting_loss", MySqlDbType.Decimal);
cmd.Parameters.Add("?amt", MySqlDbType.Decimal);
cmd.Parameters.Add("?od", MySqlDbType.Decimal);
cmd.Parameters.Add("?prob", MySqlDbType.Decimal);
foreach (InvestRecordQn ir in qn_records)
{
cmd.Parameters["?time_key"].Value = ir.TimeKey;
cmd.Parameters["?model"].Value = ir.Model;
cmd.Parameters["?cd_id"].Value = ir.CardID;
cmd.Parameters["?rc_no"].Value = ir.RaceNo;
cmd.Parameters["?direction"].Value = ir.Direction;
cmd.Parameters["?q_type"].Value = ir.Type;
cmd.Parameters["?hs_no"].Value = ir.HorseNo;
cmd.Parameters["?percent"].Value = ir.Percent;
cmd.Parameters["?q_limit"].Value = ir.Limit;
cmd.Parameters["?rc_time"].Value = race.StartTime;
cmd.Parameters["?fitting_loss"].Value = ir.FittingLoss;
cmd.Parameters["?amt"].Value = ir.Amount;
cmd.Parameters["?od"].Value = ir.Odds;
cmd.Parameters["?prob"].Value = ir.Probility;
cmd.ExecuteNonQuery();
}
}
}
}
private void btnFit_Click(object sender, EventArgs e)
{
using (OpenFileDialog dlg = new OpenFileDialog())
{
dlg.InitialDirectory = Application.StartupPath;
dlg.Multiselect = true;
if (dlg.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
this.btnFit.Enabled = false;
Thread t = new Thread(delegate(object args)
{
string[] filenames = (string[])args;
foreach (string filename in dlg.FileNames)
{
RaceData race = RaceData.Load(filename);
int i = 0;
foreach (KeyValuePair <long, RaceDataItem> item in race)
{
if (i++ == -1)
{
continue;
}
this.Invoke(new MethodInvoker(delegate
{
this.txtFitLog.AppendText(string.Format("{0:HH:mm:ss} > {1} of {2} fitting...\r\n", DateTime.Now, item.Key, filename));
}));
item.Value.Odds.ClearSCR();
double E = Fitting.fit(item.Value.Odds, 0.0001);
item.Value.Odds.E = E;
this.Invoke(new MethodInvoker(delegate
{
this.txtFitLog.AppendText(string.Format("{0:HH:mm:ss} > {1} of {2} E = {3}\r\n", DateTime.Now, item.Key, filename, E));
}));
if (i >= 2)
{
break;
}
}
Match m = Regex.Match(filename, @"^(.+?)\.fit(\d*)$");
if (m.Success)
{
if (m.Groups[2].Value == "")
{
race.Save(m.Groups[1].Value + ".fit2");
}
else
{
race.Save(m.Groups[1].Value + ".fit" + (int.Parse(m.Groups[2].Value) + 1).ToString());
}
}
else
{
race.Save(filename + ".fit");
}
this.Invoke(new MethodInvoker(delegate
{
this.txtFitLog.AppendText(string.Format("{0:HH:mm:ss} > file {1} finished\r\n", DateTime.Now, filename));
}));
}
this.Invoke(new MethodInvoker(delegate
{
this.txtFitLog.AppendText(string.Format("{0:HH:mm:ss} > all finished\r\n", DateTime.Now));
this.btnFit.Enabled = true;
}));
});
t.Start(dlg.FileNames);
}
}
}
